-25.0%
IMCR vs VT
+79.3%
-104.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +7.8% | -0.1% | +8.0% | +7.9% |
| 30D | +10.2% | -3.1% | +13.2% | +12.9% |
| 3M | -4.7% | -3.5% | -1.2% | -2.0% |
| 6M | +9.5% | +0.5% | +9.0% | +8.6% |
| YTD | -6.7% | +10.8% | -17.5% | -14.8% |
| 1Y | -7.5% | +11.9% | -19.4% | -16.3% |
| 3Y | -35.5% | +73.0% | -108.5% | -59.7% |
| 5Y | -15.7% | +58.6% | -74.3% | -41.8% |
| All | -25.0% | +79.3% | -104.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling